کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155819 | 958774 | 2011 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We propose an infinitesimal dispersion index for Markov counting processes. We show that, under standard moment existence conditions, a process is infinitesimally (over-)equi-dispersed if, and only if, it is simple (compound), i.e. it increases in jumps of one (or more) unit(s), even though infinitesimally equi-dispersed processes might be under-, equi- or over-dispersed using previously studied indices. Compound processes arise, for example, when introducing continuous-time white noise to the rates of simple processes resulting in Lévy-driven SDEs. We construct multivariate infinitesimally over-dispersed compartment models and queuing networks, suitable for applications where moment constraints inherent to simple processes do not hold.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 11, November 2011, Pages 2571–2591
Journal: Stochastic Processes and their Applications - Volume 121, Issue 11, November 2011, Pages 2571–2591
نویسندگان
Carles Bretó, Edward L. Ionides,